10.38Open7.13Pre Close29 Volume215 Open Interest232.50Strike Price32.65KTurnover29.85%IV0.10%PremiumJul 26, 2024Expiry Date11.63Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9380Delta0.0197Gamma18.80Leverage Ratio-0.0685Theta-0.0153Rho-17.63Eff Leverage0.0301Vega